+272.1%
C vs KEEL
+209.2%
+63.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +2.6% | +19.3% | -16.7% | +0.8% |
| 30D | +1.9% | +9.1% | -7.2% | +0.6% |
| 3M | +2.8% | -31.5% | +34.3% | +5.1% |
| 6M | +30.6% | +75.8% | -45.3% | +20.3% |
| YTD | +19.9% | +57.9% | -38.0% | +10.7% |
| 1Y | +44.6% | +133.3% | -88.8% | +25.6% |
| All | +272.1% | +209.2% | +63.0% | +209.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KEEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling